On the spectral density of large sample covariance matrices with Markov dependent columns
type: Item
instance of: scholarly article
zbMATH Open document ID: 1300.60020
author: O. Friesen
author: M. Löwe
publication date: 2014-10-15T00:00:00Z
full work available at URL: https://arxiv.org/abs/1203.3749
Mathematics Subject Classification ID: 60B20
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 6355905
zbMATH Keywords: dependent entries
zbMATH Keywords: Markov chains
zbMATH Keywords: Pastur-Marčenko law
zbMATH Keywords: random matrix
zbMATH Keywords: sample covariance matrix
MaRDI profile type: Publication
arXiv ID: 1203.3749
arXiv classification: math.PR
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title: On the spectral density of large sample covariance matrices with Markov dependent columns
published in: Markov Processes and Related Fields
description: scientific article; zbMATH DE number 6355905